18
H index
35
i10 index
1499
Citations
Felix Kubler : Citation Profile
Universität Zürich (50% share) | RESEARCH PRODUCTION: 52 Articles 86 Papers 1 Books 5 Chapters EDITOR: Series edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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24 years (1999 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Felix Kubler. | Is cited by:
| Cites to:
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Main data
Where Felix Kubler has published?
Recent works citing Felix Kubler (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Simulations in Models with Heterogeneous Agents, Incomplete Markets and Aggregate Uncertainty. (2023). Pierri, Damian. In: Working Papers. RePEc:aoz:wpaper:259. Full description at Econpapers || Download paper |
| 2023 | (Functional)Characterizations vs (Finite)Tests: Partially Unifying Functional and Inequality-Based Approaches to Testing. (2022). Malhotra, Raghav. In: Papers. RePEc:arx:papers:2208.03737. Full description at Econpapers || Download paper |
| 2023 | Economics-Inspired Neural Networks with Stabilizing Homotopies. (2023). Vzemlivcka, Jan ; Azinovic, Marlon. In: Papers. RePEc:arx:papers:2303.14802. Full description at Econpapers || Download paper |
| 2024 | Non-diversified portfolios with subjective expected utility. (2023). Gerasimou, Georgios ; Chambers, Christopher P. In: Papers. RePEc:arx:papers:2304.08059. Full description at Econpapers || Download paper |
| 2023 | Environmental Subsidies to Mitigate Net-Zero Transition Costs. (2023). Sahuc, Jean-Guillaume ; Vermandel, Gauthier ; Levieuge, Gregory. In: Working papers. RePEc:bfr:banfra:910. Full description at Econpapers || Download paper |
| 2023 | Welfare effects of automatic?IRAs. (2023). Hunt, Erin Cottle. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:41:y:2023:i:2:p:300-318. Full description at Econpapers || Download paper |
| 2023 | Optimality in an OLG model with nonsmooth preferences. (2023). Ohtaki, Eisei. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:19:y:2023:i:3:p:611-659. Full description at Econpapers || Download paper |
| 2023 | Pension, possible phaseout, and endogenous fertility in general equilibrium. (2023). Bishnu, Monisankar ; Ray, Tridip ; Amol, Amol. In: Journal of Public Economic Theory. RePEc:bla:jpbect:v:25:y:2023:i:2:p:376-406. Full description at Econpapers || Download paper |
| 2023 | Stimulus through Insurance: The Marginal Propensity to Repay Debt. (2023). Kosar, Gizem ; Wiczer, David ; Pilossoph, Laura ; Melcangi, Davide ; Koar, Gizem. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10498. Full description at Econpapers || Download paper |
| 2023 | The state-dependent impact of changes in bank capital requirements. (2023). Menno, Dominik ; Lang, Jan Hannes. In: Working Paper Series. RePEc:ecb:ecbwps:20232828. Full description at Econpapers || Download paper |
| 2023 | A solution to the global identification problem in DSGE models. (2023). Kocięcki, Andrzej ; Kolasa, Marcin ; Kocicki, Andrzej. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623001938. Full description at Econpapers || Download paper |
| 2023 | A new approach to the uniqueness of equilibrium with CRRA preferences. (2023). Won, Dong Chul. In: Journal of Economic Theory. RePEc:eee:jetheo:v:208:y:2023:i:c:s0022053123000030. Full description at Econpapers || Download paper |
| 2023 | Block-recursive equilibria in heterogeneous-agent models. (2023). Kaas, Leo. In: Journal of Economic Theory. RePEc:eee:jetheo:v:212:y:2023:i:c:s0022053123000856. Full description at Econpapers || Download paper |
| 2023 | Union debt management. (2023). Oikonomou, Rigas ; Faraglia, Elisa ; Equiza-Goi, Juan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001504. Full description at Econpapers || Download paper |
| 2023 | Losers amongst the Losers:. (2023). Ferrari, Alessandro. In: Research in Economics. RePEc:eee:reecon:v:77:y:2023:i:1:p:34-59. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Complete Markets with Bankruptcy Risk and Pecuniary Default Penalties. (2022). Rosa, Rafael Mouallem ; Martins, Victor Filipe. In: Post-Print. RePEc:hal:journl:hal-02921220. Full description at Econpapers || Download paper |
| 2023 | Fiscal Costs of Climate Policies: Role of Tax, Political, and Behavioural Distortions. (2023). Ploeg, Frederick. In: De Economist. RePEc:kap:decono:v:171:y:2023:i:2:d:10.1007_s10645-023-09419-x. Full description at Econpapers || Download paper |
| 2023 | Financial Intermediation, Capital Accumulation, and Crisis Recovery*. (2023). Scheffel, Martin ; Rochet, Jean-Charles ; Gersbach, Hans. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:4:p:1423-1469.. Full description at Econpapers || Download paper |
| 2024 | Neoclassical Growth with Long-Term One-Sided Commitment Contracts. (2022). Uhlig, Harald ; Krueger, Dirk. In: PIER Working Paper Archive. RePEc:pen:papers:22-023. Full description at Econpapers || Download paper |
| 2023 | Stock Market Participation: The Role of Human Capital. (). Neelakantan, Urvi ; Ionescu, Felicia ; Athreya, Kartik. In: Review of Economic Dynamics. RePEc:red:issued:18-378. Full description at Econpapers || Download paper |
| 2023 | Global GDSGE Models. (). Nie, Guangyu ; Luo, Wenlan ; Cao, Dan. In: Review of Economic Dynamics. RePEc:red:issued:22-86. Full description at Econpapers || Download paper |
| 2023 | Social security reform and welfare in a two sector model. (2023). Sen, Partha. In: The Japanese Economic Review. RePEc:spr:jecrev:v:74:y:2023:i:2:d:10.1007_s42973-021-00105-8. Full description at Econpapers || Download paper |
| 2023 | Collateral constraints, tranching, and price bases. (2023). Phelan, Gregory ; Gong, Feixue. In: Economic Theory. RePEc:spr:joecth:v:75:y:2023:i:2:d:10.1007_s00199-022-01414-8. Full description at Econpapers || Download paper |
| 2023 | Complete markets with bankruptcy risk and pecuniary default punishments. (2023). Rosa, Rafael Mouallem ; Martins-Da, Filipe V. In: Economic Theory. RePEc:spr:joecth:v:75:y:2023:i:3:d:10.1007_s00199-022-01429-1. Full description at Econpapers || Download paper |
| 2023 | Source and rank-dependent utility. (2023). Zank, Horst ; Abdellaoui, Mohammed. In: Economic Theory. RePEc:spr:joecth:v:75:y:2023:i:4:d:10.1007_s00199-022-01434-4. Full description at Econpapers || Download paper |
| 2023 | Social security, economic growth, and social welfare in an overlapping generation model with idiosyncratic TFP shock and heterogeneous workers. (2023). Tamai, Toshiki. In: Journal of Population Economics. RePEc:spr:jopoec:v:36:y:2023:i:3:d:10.1007_s00148-022-00934-w. Full description at Econpapers || Download paper |
| 2023 | Unexpected longevity, intergenerational policies, and fertility. (2023). Ki, Seok ; Hwang, Jisoo. In: Journal of Population Economics. RePEc:spr:jopoec:v:36:y:2023:i:3:d:10.1007_s00148-023-00943-3. Full description at Econpapers || Download paper |
| 2023 | Fragility of Secured Credit Chains. (2023). Monnet, Cyril ; Maurin, Vincent ; Gottardi, Piero. In: Working Papers. RePEc:szg:worpap:2301. Full description at Econpapers || Download paper |
| 2023 | Surprise and default in general equilibrium. (2022). Teeple, Keisuke. In: Theoretical Economics. RePEc:the:publsh:4943. Full description at Econpapers || Download paper |
| 2023 | Fragility of Secured Credit Chains. (2023). Monnet, Cyril ; Maurin, Vincent ; Gottardi, Piero. In: Diskussionsschriften. RePEc:ube:dpvwib:dp2304. Full description at Econpapers || Download paper |
| 2023 | PUBLIC DEBT BUBBLES IN HETEROGENEOUS AGENT MODELS WITH TAIL RISK. (2023). Kocherlakota, Narayana. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:2:p:491-509. Full description at Econpapers || Download paper |
| 2023 | Pareto extrapolation: An analytical framework for studying tail inequality. (2023). Toda, Alexis Akira ; Gouinbonenfant, Emilien. In: Quantitative Economics. RePEc:wly:quante:v:14:y:2023:i:1:p:201-233. Full description at Econpapers || Download paper |
| 2023 | A simple but powerful simulated certainty equivalent approximation method for dynamic stochastic problems. (2023). Judd, Kenneth L ; Cai, Yongyang. In: Quantitative Economics. RePEc:wly:quante:v:14:y:2023:i:2:p:651-687. Full description at Econpapers || Download paper |
| 2023 | The state-dependent impact of changes in bank capital requirements. (2023). Menno, Dominik ; Lang, Jan Hannes. In: Discussion Papers. RePEc:zbw:bubdps:192023. Full description at Econpapers || Download paper |
| 2023 | Neoclassical growth with long-term one-sided commitment contracts. (2023). Uhlig, Harald ; Krueger, Dirk. In: CFS Working Paper Series. RePEc:zbw:cfswop:698. Full description at Econpapers || Download paper |
Felix Kubler is editor of
| Journal | |
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| Journal of Mathematical Economics |
Works by Felix Kubler:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2012 | Financial Innovation and Asset Price Volatility In: American Economic Review. [Full Text][Citation analysis] | article | 10 |
| 2013 | Inferior Good and Giffen Behavior for Investing and Borrowing In: American Economic Review. [Full Text][Citation analysis] | article | 6 |
| 2014 | Asset Demand Based Tests of Expected Utility Maximization In: American Economic Review. [Full Text][Citation analysis] | article | 12 |
| 2002 | Intergenerational Risk-Sharing via Social Security when Financial Markets Are Incomplete In: American Economic Review. [Full Text][Citation analysis] | article | 39 |
| 2006 | Pareto-Improving Social Security Reform when Financial Markets are Incomplete!? In: American Economic Review. [Full Text][Citation analysis] | article | 198 |
| 2005 | Pareto Improving Social Security Reform when Financial Markets Are Incomplete.(2005) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 198 | paper | |
| 2003 | Pareto Improving Social Security Reform when Financial Markets are Incomplete?.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 198 | paper | |
| 2005 | Pareto improving social security reform when financial markets are incomplete!?.(2005) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 198 | paper | |
| 2014 | When Is a Risky Asset Urgently Needed? In: American Economic Journal: Microeconomics. [Full Text][Citation analysis] | article | 4 |
| 2020 | Leveraging Posteritys Prosperity? In: AEA Papers and Proceedings. [Full Text][Citation analysis] | article | 0 |
| 2015 | The identification of beliefs from asset demand In: Economic Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 2017 | The Identification of Beliefs From Asset Demand.(2017) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2015 | The identification of beliefs from asset demand.(2015) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2015 | The identification of beliefs from asset demand.(2015) In: CRETA Online Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2022 | The climate in climate economics In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Exact inference from finite market data In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2021 | Uniformly Self-Justified Equilibria In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Uniformly self-justified equilibria.(2023) In: Journal of Economic Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2022 | Climate uncertainty, financial frictions and constrained efficient carbon taxation In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Comment on William C. Brainard and Herbert E. Scarfs “How to Compute Equilibrium Prices in 1891” In: American Journal of Economics and Sociology. [Full Text][Citation analysis] | article | 0 |
| 2003 | Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents In: Journal of Finance. [Full Text][Citation analysis] | article | 28 |
| 2000 | Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents.(2000) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
| 2019 | Making Carbon Taxation A Generational Win Win In: Boston University - Department of Economics - The Institute for Economic Development Working Papers Series. [Full Text][Citation analysis] | paper | 10 |
| 2019 | MAKING CARBON TAXATION A GENERATIONAL WIN WIN In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 13 |
| 2002 | Testable Implications of General Equilibrium Theory: a differentiable approach In: Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2006 | Social Security and Risk Sharing In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 20 |
| 2008 | Bond Ladders and Optimal Portfolios In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Non-parametric counterfactual analysis in dynamic general equilibrium In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2011 | Collateral Requirements and Asset Prices In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 8 |
| 2013 | Margin Regulation and Volatility In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2017 | Re-Use of Collateral: Leverage, Volatility, and Welfare In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2023 | Asset Pricing in a Low Rate Environment In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2023 | International Welfare Gains from Sharing Climate-Risk In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Incomplete Markets, Transitory Shocks and Welfare In: Levine's Working Paper Archive. [Full Text][Citation analysis] | paper | 5 |
| 1999 | The identification of preferences from the equilibrium prices of commodities and assets In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 6 |
| 2000 | The identification of preferences from equilibrium prices. In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 8 |
| 2000 | The identification of preferences from equilibrium prices under uncertainty. In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 4 |
| 2002 | RECURSIVE EQUILIBRIA IN ECONOMIES WITH INCOMPLETE MARKETS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 51 |
| 2003 | Dollar Denominated Debt and Optimal Security Design In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2000 | The identification of preferences from equilibrium prices under uncertainty In: HEC Research Papers Series. [Citation analysis] | paper | 8 |
| 2014 | Margin regulation and volatility In: Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Re-use of collateral: leverage, volatility, and welfare In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral In: Econometrica. [Citation analysis] | article | 134 |
| 2005 | Approximate versus Exact Equilibria in Dynamic Economies In: Econometrica. [Full Text][Citation analysis] | article | 23 |
| 2007 | Approximate Generalizations and Computational Experiments In: Econometrica. [Full Text][Citation analysis] | article | 5 |
| 2000 | The Robustness of the CAPM-A Computational Approach In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 2 |
| 2000 | Computing equilibria in infinite-horizon finance economies: The case of one asset In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 8 |
| 2004 | Computing equilibrium in OLG models with stochastic production In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 111 |
| 2011 | Solving the multi-country real business cycle model using a Smolyak-collocation method In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 54 |
| 2006 | Reply to Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
| 2002 | The Identification of Preferences from Equilibrium Prices under Uncertainty In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 14 |
| 2003 | Observable restrictions of general equilibrium models with financial markets In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 15 |
| 2010 | Competitive equilibria in semi-algebraic economies In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 18 |
| 2011 | Social security and risk sharing In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 23 |
| 2012 | Regulating collateral-requirements when markets are incomplete In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 30 |
| 2020 | Incomplete market demand tests for Kreps-Porteus-Selden preferences In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 0 |
| 2023 | Stochastic overlapping generations with non-convex budget sets In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 0 |
| 2004 | Testable implications of general equilibrium theory: a differentiable approach In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 21 |
| 2004 | Is intertemporal choice theory testable? In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 5 |
| 2015 | Margin regulation and volatility In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 9 |
| 2022 | Are deficits free? In: Journal of Public Economics. [Full Text][Citation analysis] | article | 1 |
| 2009 | Social Security and Risk Sharing In: Economics Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2012 | Dynamic Competitive Economies with Complete Markets and Collateral Constraints In: Economics Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2006 | Collateralized borrowing and life-cycle portfolio choice In: Public Policy Discussion Paper. [Full Text][Citation analysis] | paper | 8 |
| 2005 | Borrowing costs and the demand for equity over the life cycle In: Working Papers. [Full Text][Citation analysis] | paper | 31 |
| 1999 | The Identification of Preferences from Equilibrium Prices In: Working Papers. [Citation analysis] | paper | 1 |
| 2000 | The Identification of Preferences from Equilibrium Prices under Uncertainty In: Working Papers. [Citation analysis] | paper | 4 |
| 2000 | The Identification of Preferences from Equilibrium Prices In: Working Papers. [Citation analysis] | paper | 6 |
| 2002 | Computing Equilibria in Finance Economies In: Mathematics of Operations Research. [Full Text][Citation analysis] | article | 8 |
| 2010 | Tackling Multiplicity of Equilibria with Gröbner Bases In: Operations Research. [Full Text][Citation analysis] | article | 10 |
| 2000 | Computing Equilibria in Stochastic Finance Economies. In: Computational Economics. [Full Text][Citation analysis] | article | 9 |
| 2007 | Approximate CAPM When Preferences are CRRA In: Computational Economics. [Full Text][Citation analysis] | article | 3 |
| 2021 | Can todays and tomorrows world uniformly gain from carbon taxation? In: Cahiers de Recherches Economiques du Département d'économie. [Full Text][Citation analysis] | paper | 4 |
| 2007 | Computing Stochastic Dynamic Economic Models with a Large Number of State Variables: A Description and Application of a Smolyak-Collocation Method In: NBER Technical Working Papers. [Full Text][Citation analysis] | paper | 16 |
| 2006 | Collateralized Borrowing and Life-Cycle Portfolio Choice In: NBER Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2007 | Computing Stochastic Dynamic Economic Models with a Large Number of State Variables: A Description and Application of a Smolyak-Collocation Method In: NBER Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2011 | Recursive Contracts, Lotteries and Weakly Concave Pareto Sets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2019 | Making Carbon Taxation a Generational Win Win In: NBER Working Papers. [Full Text][Citation analysis] | paper | 16 |
| 2020 | Pareto-Improving Carbon-Risk Taxation In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2021 | When Interest Rates Go Low, Should Public Debt Go High? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2021 | Deficit Follies In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Can Todays and Tomorrows World Uniformly Gain from Carbon Taxation? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2023 | Asset Pricing in a Low Rate Environment In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Borrowing Costs and the Demand for Equity Over the Life Cycle In: NBER Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2000 | Incomplete Markets, Transitory Shocks, and Welfare In: Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
| 2001 | Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral In: Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
| 2003 | Approximate Versus Exact Equilibria In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Bond Portfolios and Two-Fund Separation in the Lucas Asset-Pricing Model In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Pareto-improving carbon-risk taxation In: Economic Policy. [Full Text][Citation analysis] | article | 7 |
| 2011 | Verifying Competitive Equilibria in Dynamic Economies In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 1 |
| 2015 | Dynamic Competitive Economies with Complete Markets and Collateral Constraints In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 45 |
| 2011 | Bond Ladders and Optimal Portfolios In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 3 |
| 2007 | Non-parametric counterfactual analysis in dynamic general equilibrium In: PIER Working Paper Archive. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Recursive Contracts, Lotteries and Weakly Concave Pareto Sets In: PIER Working Paper Archive. [Full Text][Citation analysis] | paper | 9 |
| 2012 | Recursive Contracts, Lotteries and Weakly Concave Pareto Sets In: Review of Economic Dynamics. [Full Text][Citation analysis] | article | 17 |
| 2023 | Re-use of collateral: Leverage, volatility, and welfare In: Review of Economic Dynamics. [Full Text][Citation analysis] | article | 0 |
| 2001 | Incomplete Markets, Transitory Shocks, and Welfare In: Review of Economic Dynamics. [Full Text][Citation analysis] | article | 15 |
| 2004 | Leverage, Incomplete Markets and Crises In: 2004 Meeting Papers. [Citation analysis] | paper | 4 |
| 2004 | Ex Ante Optimality and Social Security In: 2004 Meeting Papers. [Citation analysis] | paper | 5 |
| 2005 | Approximate Generalizations in Applied Equilibrium Analysis In: 2005 Meeting Papers. [Citation analysis] | paper | 3 |
| 2006 | Collateralized Borrowing And Life-Cycle Portfolio Choice In: 2006 Meeting Papers. [Citation analysis] | paper | 8 |
| 2007 | Social Security and RIsk Sharing In: 2007 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Recursive Contracts, Lotteries and Weakly Concave Pareto Sets In: 2011 Meeting Papers. [Citation analysis] | paper | 0 |
| 2011 | Collateral Requirements and Asset Prices In: 2011 Meeting Papers. [Full Text][Citation analysis] | paper | 7 |
| 2012 | Dynamic Competitive Economies with Complete Markets and Collateral Constraints In: 2012 Meeting Papers. [Full Text][Citation analysis] | paper | 2 |
| 2012 | Margin Requirements and Asset Prices In: 2012 Meeting Papers. [Full Text][Citation analysis] | paper | 2 |
| 2012 | Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices In: 2012 Meeting Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Applying Negishis method to stochastic models with overlapping generations In: 2013 Meeting Papers. [Full Text][Citation analysis] | paper | 7 |
| 2014 | Why is too much leverage bad for the economy? In: 2014 Meeting Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Re-use of Collateral: Leverage, Volatility, and Welfare In: 2017 Meeting Papers. [Full Text][Citation analysis] | paper | 2 |
| 2018 | Self-justi ed equilibria: Existence and computation In: 2018 Meeting Papers. [Full Text][Citation analysis] | paper | 6 |
| 2000 | INCOMPLETE MARKETS, TRANSITORY SHOCKS AND WELFARE In: Computing in Economics and Finance 2000. [Citation analysis] | paper | 4 |
| 2001 | Intergenerational Risk Sharing: Myth or Possibility In: Computing in Economics and Finance 2001. [Citation analysis] | paper | 0 |
| 2001 | Asset Pricing in Models with incomplete markets and default In: Computing in Economics and Finance 2001. [Citation analysis] | paper | 11 |
| 2004 | Approximate Versus Exact Equilibria In: Computing in Economics and Finance 2004. [Full Text][Citation analysis] | paper | 1 |
| 2001 | Computable general equilibrium with financial markets In: Economic Theory. [Full Text][Citation analysis] | article | 3 |
| 2003 | Foreword to the Symposium in Honor of Mordecai Kurz In: Economic Theory. [Full Text][Citation analysis] | article | 0 |
| 2003 | Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time In: Economic Theory. [Full Text][Citation analysis] | article | 3 |
| 2004 | Stationary Markov equilibria for overlapping generations In: Economic Theory. [Full Text][Citation analysis] | article | 30 |
| 2010 | Non-parametric counterfactual analysis in dynamic general equilibrium In: Economic Theory. [Full Text][Citation analysis] | article | 4 |
| 2008 | Refutable Theories of Value In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 9 |
| 2008 | Approximate Versus Exact Equilibria in Dynamic Economies In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 0 |
| 2008 | Is Intertemporal Choice Theory Testable? In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 0 |
| 2008 | Observable Restrictions of General Equilibrium Models with Financial Markets In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 0 |
| 2008 | Approximate Generalizations and Computational Experiments In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 0 |
| 2008 | Computational Aspects of General Equilibrium Theory In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | book | 16 |
| 1999 | The Robustness of the CAPM - A Computational Approach In: Discussion Paper. [Full Text][Citation analysis] | paper | 0 |
| 1999 | The Robustness of the CAPM - A Computational Approach In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Uniqueness of Steady States in Models with Overlapping Generations In: Journal of the European Economic Association. [Full Text][Citation analysis] | article | 4 |
| 2006 | Borrowing Costs and the Demand for Equity over the Life Cycle In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 79 |
| 2000 | The Robustness of CAPM-A Computational Approach In: Research Memorandum. [Full Text][Citation analysis] | paper | 2 |
| 2000 | Computing equilibria in finance economies In: Research Memorandum. [Full Text][Citation analysis] | paper | 0 |
| 2000 | The role of corporate image and extension similarity in service brand extensions In: Research Memorandum. [Full Text][Citation analysis] | paper | 2 |
| 2003 | Approximate CAPM when preferences are CRRA In: Research Memorandum. [Full Text][Citation analysis] | paper | 1 |
| 2006 | Social Security and Risk Sharing In: Working Papers. [Full Text][Citation analysis] | paper | 19 |
| 2017 | What Are Asset Demand Tests of Expected Utility Really Testing? In: Economic Journal. [Full Text][Citation analysis] | article | 3 |
| 2017 | Recursive Equilibria in Dynamic Economies With Stochastic Production In: Econometrica. [Full Text][Citation analysis] | article | 6 |
| 2015 | COLLATERAL REQUIREMENTS AND ASSET PRICES In: International Economic Review. [Full Text][Citation analysis] | article | 4 |
| 2021 | MAKING CARBON TAXATION A GENERATIONAL WIN WIN In: International Economic Review. [Full Text][Citation analysis] | article | 13 |
| 2001 | Computing Equilibria in Finance Economies In: GE, Growth, Math methods. [Full Text][Citation analysis] | paper | 4 |
| 2020 | Identification of preferences, demand and equilibrium with finite data In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] | paper | 2 |
| 2020 | Identification of preferences, demand and equilibrium with finite data In: CRETA Online Discussion Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2013 | Collateral requirements and asset prices In: Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
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